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Rikers replied Jun 2, 2012I assume it's only because the momentum is easy to spot so entry is pretty straightforward for a momentum trader but an exit isn't....
Exit is more important than the entry
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Rikers replied May 31, 2012Icap EBS with a collocated server from fcm360
Fastest data feed ever seen
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Rikers replied May 30, 2012Hi tnx for the post, I didn't argue against majority participation affects but you can in essence look at every possible trading logic as a separate strategy - even the fundamental players would "arb" up the profitable moves if there were enough ...
Determining randomness in a trading system
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Rikers replied May 30, 2012Easy, as long as a lot of market participants aren't aware of a particular strategy the same one will work. Why? Because alpha returns are always zero sum by definition and you can't have majority of participants profitable. Fx volume is 99% ...
Determining randomness in a trading system
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Rikers replied May 27, 2012I see this is thrown like a standard answer but I've tested the GMT 00:00 pivot points and they work like a charm
Programming the Forex Close Time
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Rikers replied May 26, 2012This post is so weak I so want to fire you and you don't even work for me.... Trading is so scalable to best bid/offer size there is no need to use additional capital, people that go to a prop shop are usually one's without any knowledge and/or <1k ...
Trading For a Proprietary Firm
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Rikers replied May 22, 2012Is there any news abut this or your just playing smartass?
UK is going to join the euro
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Rikers replied May 20, 2012you can do a test on a lower confidence band as: X-Φ-1(p)*(std.dev)*sqrt(n) where: X= last value Φ-1 = inverse standard normal cumulative distribution std.dev = standard deviation n = number of periods p = P(Z<=z)=1-alpha/2 alpha = 1-confidance ...
Determining randomness in a trading system
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Rikers replied May 20, 2012haha, thank god everything I need is in your book.... (sarc) not the original book opener, ha?
My E-Book about supply/demand trading - have fun
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Rikers replied May 19, 2012Is this irony?

I was expecting from you some high math rape that wold make me look silly...
Determining randomness in a trading system
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Rikers replied May 19, 2012This is not correct. Any statistical test on trading that has a lower confidence band above 0 suggest a non random outcome with the assigned confidence level and a positive expectancy. The more the better but 10 000 is not a relevant number. It's ...
Determining randomness in a trading system
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Rikers replied May 17, 2012I make more on the next trade then I lost

How do you survive after negative trades?
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Rikers replied May 14, 2012LMAX has a great model, 10ms order matching guaranties minimal slippage do to the order routing..
Dukascopy
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Rikers replied May 13, 2012scalability is a function of liquidity and your avg. pips/day win-rate
Who are the top best Forex traders in world??
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Rikers replied May 12, 2012wtf marv, you gotta be delusional about this stuff... 90% of trades don't go above best bid/offer... bid/offer has a positive slippage tendency.... market offer has negative by design.... nobody cares about market depth data.... because no one hits ...
Dukascopy
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Rikers replied May 12, 2012Dukascopy market depth is not relevant.... It's just advertizing.... People that comment market depth... In OTC Fx market... aren't real traders. only relevant info is a depth in EBS, Reuters and other inst platforms... and even then this is ...
Dukascopy
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Rikers replied May 11, 2012If you put a straight line anwhere on the chart you will get resistance in the long runn bcs. the market is ~60% rtm...not sure if this is the optimal, I would like to have it above 70% and go with the institutional flow
Pivot point timing and weekend
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Rikers replied May 11, 2012- something stupid from me here/don't want the 99% getting smarter
Why do indicators not work/work? Why is Forex not truly random?